OpenAlex | Journal of Time Series Analysis

Journal of Time Series Analysis

Source

ISSNs 0143-9782, 1467-9892

Source type: journal

Publisher: Wiley

Fully open access: No

In DOAJ: No

Article Processing Charge: $4,020

2yr mean citedness: 0.838

H-index: 109

I10-index: 1,017

Works count: 2,002

Citations count: 70,830

An Introduction To Long Memory Time Series Models And Fractional Differencing

1980 · Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis

The Estimation And Application Of Long Memory Time Series Models

1983 · John Geweke, Susan Porter‐Hudak · Journal of Time Series Analysis

Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework

1998 · Anindya Banerjee, Juan J. Dolado, et al. · Journal of Time Series Analysis